Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Large deviations of Rouse polymer chain: first passage problem

The purpose of this paper is to investigate several analytical methods of solving first passage (FP) problem for the Rouse model, a simplest model of a polymer chain. We show that this problem has to be treated as a multi-dimensional Kramers' problem, which presents rich and unexpected behavior. We first perform direct and forward-flux sampling (FFS) simulations, and measure the mean first-passage time $\tau(z)$ for the free end to reach a certain distance $z$ away from the origin. The results show that the mean FP time is getting faster if the Rouse chain is represented by more beads. Two scaling regimes of $\tau(z)$ are observed, with transition between them varying as a function of chain length. We use these simulations results to test two theoretical approaches. One is a well known asymptotic theory valid in the limit of zero temperature. We show that this limit corresponds to fully extended chain when each chain segment is stretched, which is not particularly realistic. A new theory based on the well known Freidlin-Wentzell theory is proposed, where dynamics is projected onto the minimal action path. The new theory predicts both scaling regimes correctly, but fails to get the correct numerical prefactor in the first regime. Combining our theory with the FFS simulations lead us to a simple analytical expression valid for all extensions and chain lengths. One of the applications of polymer FP problem occurs in the context of branched polymer rheology. In this paper, we consider the arm-retraction mechanism in the tube model, which maps exactly on the model we have solved. The results are compared to the Milner-McLeish theory without constraint release, which is found to overestimate FP time by a factor of 10 or more.

A Note on Large Deviations for the Stable Marriage of Poisson and Lebesgue with Random Appetites

Let IaS,a"e (d) be a set of centers chosen according to a Poisson point process in a"e (d) . Let psi be an allocation of a"e (d) to I in the sense of the Gale-Shapley marriage problem, with the additional feature that every center xi aI has an appetite given by a nonnegative random variable alpha. Generalizing some previous results, we study large deviations for the distance of a typical point xaa"e (d) to its center psi(x)aI, subject to some restrictions on the moments of alpha.

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition probability, we compute the most probable fluctuation paths from one attractor to any state within its basin of attraction. We prove that such fluctuation paths are the time reversed trajectories of the relaxation paths for a corresponding dual dynamics, which are also within the framework of quasi-geostrophic Langevin dynamics. Cases with or without detailed balance are studied. We discuss a specific example for which the stationary measure displays either a second order (continuous) or a first order (discontinuous) phase transition and a tricritical point. In situations where a first order phase transition is observed, the dynamics are bistable. Then, the transition paths between two coexisting attractors are instantons (fluctuation paths from an attractor to a saddle), which are related to the relaxation paths of the corresponding dual dynamics. For this example, we show how one can analytically determine the instantons and compute the transition probabilities for rare transitions between two attractors.

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

2000 Mathematics Subject Classification: 62G07, 60F10.

Coral communities exposed to differential large amplitude internal waves cooling and a severe heat stress in 2010 in the Andaman Sea

Tropical scleractinian corals are particularly vulnerable to global warming as elevated sea surface temperatures (SST) disrupt the delicate balance between the coral host and their algal endosymbionts, leading to symbiont expulsion, mass bleaching and mortality. While satellite sensing of SST has proven a good predictor of coral bleaching at the regional scale, there are large deviations in bleaching severity and mortality on the local scale, which are only poorly understood. Here, we show that internal waves play a major role in explaining local coral bleaching and mortality patterns in the Andaman Sea. In spite of a severe region-wide SST anomaly in May 2010, frequent upslope intrusions of cold sub-pycnocline waters due to breaking large amplitude internal waves (LAIW) alleviated heating and mitigated coral bleaching and mortality in shallow LAIW-exposed waters. In LAIW-sheltered waters, by contrast, bleaching susceptible species suffered severe bleaching and total mortality. These findings suggest that LAIW, which are ubiquitous in tropical stratified waters, benefit coral reefs during thermal stress and provide local refugia for bleaching susceptible corals. The swash zones of LAIW may thus be important, so far overlooked, conservation areas for the maintainance of coral diversity in a warming climate. The consideration of LAIW can significantly improve coral bleaching predictions and can provide a valuable tool for coral reef conservation and management.

Exponential Rates of Convergence in the Ergodic Theorem: A Constructive Approach

We prove that, once an algorithm of perfect simulation for a stationary and ergodic random field F taking values in S(Zd), S a bounded subset of R(n), is provided, the speed of convergence in the mean ergodic theorem occurs exponentially fast for F. Applications from (non-equilibrium) statistical mechanics and interacting particle systems are presented.

On the decay rates of buffers in continuous flow lines

Consider a tandem system of machines separated by infinitely large buffers. The machines process a continuous flow of products, possibly at different speeds. The life and repair times of the machines are assumed to be exponential. We claim that the overflow probability of each buffer has an exponential decay, and provide an algorithm to determine the exact decay rates in terms of the speeds and the failure and repair rates of the machines. These decay rates provide useful qualitative insight into the behavior of the flow line. In the derivation of the algorithm we use the theory of Large Deviations.

Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

Estudios en Mecánica Estadística y Mecánica Cuántica

Objetivos generales y específicos: * "Large Deviations" no-comutativas. (...) * Propiedades (sobre todo extremales) de la entropía relativa. (...) * Estados fundamentales de sistemas (de spins) cuánticos. (...) Pero se espera sobre todo concentrar esfuerzos en los siguientes dos proyectos: 1. Termodinámica de equilibrio para modelos con desorden. Se pretende continuar con los estudios acerca de los aspectos termodinámicos y dinámicos de modelos importantes en el ámbito de los sistemas desordenados. (...) El principal interés concierne a la mecánica estadística de sistemas de spines cuyas constantes de interacción tienen componentes aleatorias. Estos modelos están relacionados con los modelos conocidos como vidrios de spin y el principal objetivo consiste en obtener información acerca de los diagramas de fases. (...) 2. Efectos no-adiabáticos en dinámica molecular. El proyecto tiene como objetivo general el estudio de aspectos conceptuales y computacionales de la dinámica de sistemas que involucran dos tipos de grados de libertad asociados usualmente con masas muy diferentes. Tal es el caso de los sistemas moleculares en los cuales las masas nucleares y electrónicas difieren en tres órdenes de magnitud. La investigación se centrará en situaciones en que falla la hipótesis (usual) de adiabaticidad. (...) Se estudiarán en un principio las bases matemáticas y conceptuales de los algoritmos de cálculo numérico conocido como "surface hopping methods". (...) Se reexaminará la base teórica de los métodos actuales para el estudio de fenómenos no adiabáticos. Se intentará el desarrollo de nuevos algoritmos de cálculo basados en las expansiones asintóticas de Hagedorn.

Asymptotic behaviour of the density in a parabolic SPDE

Consider the density of the solution $X(t,x)$ of a stochastic heat equation with small noise at a fixed $t\in [0,T]$, $x \in [0,1]$.In the paper we study the asymptotics of this density as the noise is vanishing. A kind of Taylor expansion in powers of the noiseparameter is obtained. The coefficients and the residue of the expansion are explicitly calculated.In order to obtain this result some type of exponential estimates of tail probabilities of the difference between the approximatingprocess and the limit one is proved. Also a suitable local integration by parts formula is developped.